Click here to Login

                                                   Basic Backtesting and Systems


allan nathan
2012-03-17 10:44:59

I am migrating over from Amibroker,and would really appreciate it if you could point me in the direction of a very simple system that simply illustrates
a step by step procedure.

I can code systems in QS,but there are quite a few excellent features I am having difficulty wrapping my arms around and I can not locate the documentation.

It would be great if you could create a basic MA crossover system,with optimizable lengths and an optimizable position size as well.

Perhaps you could add a very simple rank and money management.

The more things you could illustrate in the basic system,the easier it will make my life:)

Are you planning on having Walk foward analysis??

Thank you,


2012-03-19 07:46:56


allan nathan
2012-03-19 08:28:08


thanks...I know how to apply the position size by simply changing the field for Number of positions.Does that work with fixed equity or variable equity?

Do you have a variable such as Positionsize=-5

as in 5% of equity?

2012-03-21 04:28:49


Best Answer
Variable equity.

When you set the number of position to 20 then every position will get about 5% of equity.

For a fixed dollar amount position sizing, use the following money management script:
Position Sizing: Fixed Dollar Amount

Position Sizing: Fixed Dollar Amount (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item

No more messages


No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"


Trading Items
Filter high and low spikes
Slope of Support and Resistance Lines
Auto Support and Resistance Indicator
Strategy Optimization on Random in-sample and out-of-sample Perio...
Consecutive Up and Down Bars - Works With Any Trading Indicator

How-to Lessons
Difference between the watchlist and the screener tools
How to download EOD quotes for active and valid stocks only
How to create trading rules based on Put and Call volume data
How to plot support and resistance lines automatically
How to create and trade a Neural Network model

Related Forum Threads
backtesting and systems for Dummys
Basic features and some issues with the background
Combine Trading Systems and invest 100% Equity?
Very basic question about backtesting
Multi Currency Stock Portfolio Backtesting

Blog Posts
Reducing risk and increasing return by combining several trading ...
Trading System Analysis: Backtesting report and custom measures
Backtesting a Strategy Based on Bond and Stock Index ETFs
Backtesting chart patterns using the auto support and resistance ...
Charting, Backtesting and Trading using Fundamental Data

Create an account
Affiliate Program
Contact Us
Trading Forum
How-to Lessons
About Us
Terms of Use

Copyright 2021
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Follow us on Google+
RSS Trading Items

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.